Python数据分析——时间序列

一、日期和时间数据类型
1、datetime数据类型

from datetime import datetime

now = datetime.now()
print now
print now.year, now.month, now.day

2018-01-29 12:42:51.378000
2018 1 29

2、字符串和datetime相互转换

stamp = datetime(2017, 1, 3)
print str(stamp)
2017-01-03 00:00:00

value = '2017-01-04'
print datetime.strptime(value, '%Y-%m-%d')
2017-01-04 00:00:00

二、时间序列基础
最基本类型的时间序列类型以时间戳为索引的Series：

dates = [datetime(2017, 1, 2), datetime(2017, 1, 5), datetime(2017, 1, 7), datetime(2017, 1, 8),
         datetime(2017, 1, 10), datetime(2017, 1, 12)]
ts = pd.Series(np.random.randn(6), index=dates) 
print ts
print ts.index

2017-01-02    1.891046
2017-01-05   -0.580931
2017-01-07   -1.205874
2017-01-08    1.581906
2017-01-10   -1.345287
2017-01-12   -0.856211
dtype: float64

DatetimeIndex(['2017-01-02', '2017-01-05', '2017-01-07', '2017-01-08','2017-01-10', '2017-01-12'],dtype='datetime64[ns]', freq=None)

1、索引

stamp = ts.index[2]
print ts[stamp]
2.17794314871

print ts['20170107']
2.17794314871

2.切片

print ts['1/2/2017':'1/8/2017']

2017-01-02    1.598877
2017-01-05   -1.510436
2017-01-07    0.231524
2017-01-08   -0.472447
dtype: float64

3.日期的范围
pandas.date_range生成固定长度的DatetimeIndex，默认按天计算时间点。

index = pd.date_range('4/1/2017', '4/10/2017')
print index

DatetimeIndex(['2017-04-01', '2017-04-02', '2017-04-03', '2017-04-04',
               '2017-04-05', '2017-04-06', '2017-04-07', '2017-04-08',
               '2017-04-09', '2017-04-10', '2017-04-11', '2017-04-12',
               '2017-04-13', '2017-04-14', '2017-04-15', '2017-04-16',
               '2017-04-17', '2017-04-18', '2017-04-19', '2017-04-20'],
              dtype='datetime64[ns]', freq='D')

传入起始时间和periods

index = pd.date_range(end='4/1/2017', periods=10)
print index

DatetimeIndex(['2017-03-23', '2017-03-24', '2017-03-25', '2017-03-26',
               '2017-03-27', '2017-03-28', '2017-03-29', '2017-03-30',
               '2017-03-31', '2017-04-01'],
              dtype='datetime64[ns]', freq='D')

传入指定频率

index = pd.date_range('3/1/2017', '10/1/2017', freq='BM')
print index

DatetimeIndex(['2017-03-31', '2017-04-28', '2017-05-31', '2017-06-30',
               '2017-07-31', '2017-08-31', '2017-09-29'],
              dtype='datetime64[ns]', freq='BM')

4.重采样

rng = pd.date_range('1/1/2017', periods=100, freq='D')
ts = pd.Series(np.random.randn(len(rng)), index=rng)
print ts.resample('M', how='mean')

2017-01-31   -0.080247
2017-02-28   -0.119564
2017-03-31   -0.113525
2017-04-30   -0.131885
Freq: M, dtype: float64

5.降采样

rng = pd.date_range('1/1/2017', periods=12, freq='T')
ts = pd.Series(np.arange(12), index=rng)
print ts

2017-01-01 00:00:00     0
2017-01-01 00:01:00     1
2017-01-01 00:02:00     2
2017-01-01 00:03:00     3
2017-01-01 00:04:00     4
2017-01-01 00:05:00     5
2017-01-01 00:06:00     6
2017-01-01 00:07:00     7
2017-01-01 00:08:00     8
2017-01-01 00:09:00     9
2017-01-01 00:10:00    10
2017-01-01 00:11:00    11

print ts.resample('5min', how='sum')

2017-01-01 00:00:00    10
2017-01-01 00:05:00    35
2017-01-01 00:10:00    21
Freq: 5T, dtype: int32